+224.7%
VT vs NTAP
+589.7%
-365.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -2.9% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -1.7% | -23.4% | +21.7% | +5.1% |
| 3M | -2.3% | -7.5% | +5.2% | -1.1% |
| 6M | +1.5% | +56.4% | -54.8% | -12.9% |
| YTD | +12.0% | +73.6% | -61.6% | -7.5% |
| 1Y | +12.9% | +68.4% | -55.5% | -6.1% |
| 3Y | +74.9% | +150.6% | -75.6% | +24.3% |
| 5Y | +59.9% | +122.5% | -62.5% | +15.8% |
| All | +224.7% | +589.7% | -365.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling